Spectral learning of multivariate extremes

15 November 2021

Papers citing "Spectral learning of multivariate extremes"

4 / 4 papers shown

Title
On estimation and order selection for multivariate extremes via clustering Shiyuan Deng He Tang Shuyang Bai 26 0 0 20 Jun 2024
Multivariate generalized Pareto distributions along extreme directions Anas Mourahib A. Kiriliouk Johan Segers 40 3 0 08 Nov 2023
Regular Variation in Hilbert Spaces and Principal Component Analysis for Functional Extremes Stéphan Clémenccon Nathan Huet Anne Sabourin 44 5 0 02 Aug 2023
Kernel PCA for multivariate extremes Marco Avella-Medina Richard A. Davis G. Samorodnitsky 48 4 0 23 Nov 2022